[tune] nevergrad add points_to_evaluate (#12207)

python/ray/tune/suggest/nevergrad.py

@@ -1,6 +1,6 @@
 import logging
 import pickle
-from typing import Dict, Optional, Union
+from typing import Dict, Optional, Union, List, Sequence
 
 from ray.tune.sample import Categorical, Domain, Float, Integer, LogUniform, \
     Quantized
@@ -48,6 +48,11 @@ class NevergradSearch(Searcher):
         metric (str): The training result objective value attribute.
         mode (str): One of {min, max}. Determines whether objective is
             minimizing or maximizing the metric attribute.
+        points_to_evaluate (list): Initial parameter suggestions to be run
+            first. This is for when you already have some good parameters
+            you want hyperopt to run first to help the TPE algorithm
+            make better suggestions for future parameters. Needs to be
+            a list of dict of hyperopt-named variables.
         use_early_stopped_trials: Deprecated.
         max_concurrent: Deprecated.
 
@@ -63,10 +68,17 @@ class NevergradSearch(Searcher):
             "activation": tune.choice(["relu", "tanh"])
         }
 
+        current_best_params = [{
+            "width": 10,
+            "height": 0,
+            "activation": relu",
+        }]
+
         ng_search = NevergradSearch(
             optimizer=ng.optimizers.OnePlusOne,
             metric="mean_loss",
-            mode="min")
+            mode="min",
+            points_to_evaluate=current_best_params)
 
         run(my_trainable, config=config, search_alg=ng_search)
 
@@ -99,6 +111,7 @@ class NevergradSearch(Searcher):
                  metric: Optional[str] = None,
                  mode: Optional[str] = None,
                  max_concurrent: Optional[int] = None,
+                 points_to_evaluate: Optional[List[Dict]] = None,
                  **kwargs):
         assert ng is not None, """Nevergrad must be installed!
             You can install Nevergrad with the command:
@@ -113,6 +126,16 @@ class NevergradSearch(Searcher):
         self._opt_factory = None
         self._nevergrad_opt = None
 
+        if points_to_evaluate is None:
+            self._points_to_evaluate = None
+        elif not isinstance(points_to_evaluate, Sequence):
+            raise ValueError(
+                f"Invalid object type passed for `points_to_evaluate`: "
+                "{type(points_to_evaluate)}. "
+                f"Please pass a list of points (dictionaries) instead.")
+        else:
+            self._points_to_evaluate = list(points_to_evaluate)
+
         if isinstance(space, dict) and space:
             resolved_vars, domain_vars, grid_vars = parse_spec_vars(space)
             if domain_vars or grid_vars:
@@ -204,7 +227,13 @@ class NevergradSearch(Searcher):
         if self.max_concurrent:
             if len(self._live_trial_mapping) >= self.max_concurrent:
                 return None
+
+        if self._points_to_evaluate is not None:
+            if len(self._points_to_evaluate) > 0:
+                point_to_evaluate = self._points_to_evaluate.pop(0)
+                self._nevergrad_opt.suggest(point_to_evaluate)
         suggested_config = self._nevergrad_opt.ask()
+
         self._live_trial_mapping[trial_id] = suggested_config
         # in v0.2.0+, output of ask() is a Candidate,
         # with fields args and kwargs

python/ray/tune/tests/test_sample.py

@@ -567,6 +567,49 @@ class SearchSpaceTest(unittest.TestCase):
         self.assertTrue(5 <= config["a"] <= 6)
         self.assertTrue(8 <= config["b"] <= 9)
 
+    def testNevergradBestParams(self):
+        from ray.tune.suggest.nevergrad import NevergradSearch
+        import nevergrad as ng
+
+        config = {
+            "metric": tune.sample.Categorical([1, 2, 3, 4]).uniform(),
+            "a": tune.sample.Categorical(["t1", "t2", "t3", "t4"]).uniform(),
+            "b": tune.sample.Integer(0, 5),
+            "c": tune.sample.Float(1e-4, 1e-1).loguniform()
+        }
+
+        best_params = [{
+            "metric": 1,
+            "a": "t1",
+            "b": 1,
+            "c": 1e-1
+        }, {
+            "metric": 2,
+            "a": "t2",
+            "b": 2,
+            "c": 1e-2
+        }]
+
+        searcher = NevergradSearch(
+            optimizer=ng.optimizers.OnePlusOne, points_to_evaluate=best_params)
+        analysis = tune.run(
+            _mock_objective,
+            config=config,
+            metric="metric",
+            mode="max",
+            search_alg=searcher,
+            num_samples=5)
+
+        for i in range(len(best_params)):
+            trial_config = analysis.trials[i].config
+            trial_config_dict = {
+                "metric": trial_config["metric"],
+                "a": trial_config["a"],
+                "b": trial_config["b"],
+                "c": trial_config["c"]
+            }
+            self.assertDictEqual(trial_config_dict, best_params[i])
+
     def testConvertOptuna(self):
         from ray.tune.suggest.optuna import OptunaSearch, param
         from optuna.samplers import RandomSampler